Dynamic Factor Models -
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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
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Kirjeldus
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
Lisateave
| Kirjastaja | Emerald Group Publishing Limited |
|---|---|
| Väljalaskeaasta | 2016 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9781785603532 |